1. "Save As" from your browser. (Messy, sometimes, especially if the page has embedded or linked junk, since the "save" may be both a "document" and a folder with the linked junk. Links get broken easily if you move them around, and you can't easily change file names.)
2. Select, Copy, and Paste to your Word processor. (Sometimes drops linked images and such, and often is pretty messy.)
3. Select, Copy, and "Paste Special" as unformated text in Word, to deliberately get rid of all the links and "funny stuff" (Usually keeps frames and tables, but often is pretty "clean.")
4. Select, Copy, and "Paste Special" as rtf (in Word) to save the links but get rid of some of the other trash. (Fairly clean, but you need to check for dropouts.)
5. Email the page to yourself (from most web pages - some sites block this). If you can "save as email" from your email reader, this gives you a much more "stable" single-file save than just Save As web page in some cases. It's almost useless for browser email, but sometimes handy if you use a "real email" program.
6. Print the page, with or without a table of links.
7. You can save just the links by adding them to you browser favorites. (Note: they can be deleted from Favs when you're done with them, but people who don't keep their trace page clean probably won't.)
Or...
How many more do you need?
Regardless of how you "save" a page, it's usually a good idea to save the URL from which you got it, especially if you might want to cite it in a later post, or go back to check for updates. Some methods above make this easier than others.